-1.1%
IIIV vs VT
+146.6%
-147.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +7.3% | -1.6% | +8.9% | +9.5% |
| 30D | +27.0% | -2.5% | +29.5% | +30.9% |
| 3M | -15.1% | -1.3% | -13.8% | -14.2% |
| 6M | -22.3% | +3.1% | -25.4% | -26.7% |
| YTD | -28.0% | +10.9% | -38.9% | -38.8% |
| 1Y | -40.9% | +12.1% | -52.9% | -50.4% |
| 3Y | -11.3% | +73.9% | -85.2% | -59.9% |
| 5Y | -18.8% | +58.0% | -76.7% | -56.9% |
| All | -1.1% | +146.6% | -147.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling